iShares MSCI USA Min Vol Factor ETF

0001752724-23-115270.txt : 20230525 0001752724-23-115270.hdr.sgml : 20230525 20230525085001 ACCESSION NUMBER: 0001752724-23-115270 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230525 DATE AS OF CHANGE: 20230525 PERIOD START: 20230930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY CHARLES STREET TRUST CENTRAL INDEX KEY: 0000354046 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03221 FILM NUMBER: 23956355 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY U S GOVERNMENT RESERVES FUND DATE OF NAME CHANGE: 19880201 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY FEDERAL RESERVES DATE OF NAME CHANGE: 19820215 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY UNITED STATES TREASURY TRUST DATE OF NAME CHANGE: 19811020

0000354046 S000019188 Fidelity Asset Manager 40%

C000052995 Fidelity Advisor Asset Manager 40%: Class C FFNCX

C000052996 Fidelity Advisor Asset Manager 40%: Class M FFNTX

C000052997 Fidelity Advisor Asset Manager 40%: Class I FFNIX

C000052998 Fidelity Asset Manager 40% FFANX

C000052999 Fidelity Advisor Asset Manager 40%: Class A FFNAX

C000205016 Fidelity Advisor Asset Manager 40%: Class Z FIKYX

NPORT-P 1 primary_doc.xml NPORT-P false 0000354046 XXXXXXXX S000019188 C000052998 C000052999 C000052996 C000052997 C000052995 C000205016 Fidelity Charles Street Trust 811-03221 0000354046 SG47DUH2I0FYWTB12921 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Asset Manager 40% S000019188 QZTNQUUEQ5ZU71K6R078 2023-09-30 2023-03-31 N 2231077085.07 3163177.44 2227913907.63 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3673203.50000000 N ISHARES TR 549300G3FWQPUM47D181 iShares MSCI USA Min Vol Factor ETF 46429B697 230321.00000000 NS USD 16753549.54000000 0.751983704694 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity Real Estate Equity Central Fund 31606V674 79059.33400000 NS USD 9527440.34000000 0.427639519972 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity U.S. Equity Central Fund 31606V666 5308323.54120000 NS USD 594054487.50000000 26.66415813759 Long EC RF US N 1 N N N CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 S and P500 EMINI FUT JUN23 ESM3 N/A -767.00000000 NC USD -9306762.47000000 -0.41773438543 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCH INC SNZ2OJLFK8MNNCLQOF39 Short S and P 500 INDX 783786106 2023-06-16 -149375950.03000000 USD -9306762.47000000 N N N Fidelity Central Investment Portfolios II LLC 0VPAEPVECBYQ0ULYZJ60 Fidelity Inflation-Protected Bond Index Central Fund 31607D103 371421.71200000 NS USD 33583951.20000000 1.507416919701 Long EC RF US N 1 N N N Fidelity Cherry Street Trust 549300GARKGQ4J09PZ71 Fidelity Hedged Equity Central Fund 316088103 65492.76500000 NS USD 6622628.40000000 0.297256926190 Long EC CORP US N 1 N N N Fidelity Central Investment Portfolios II LLC 0VPAEPVECBYQ0ULYZJ60 Fidelity International Credit Central Fund 31607D202 204653.91280000 NS USD 15911841.72000000 0.714203617361 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity International Equity Central Fund 31606V716 2892885.75600000 NS USD 264814762.10000000 11.88622061171 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity Floating Rate Central Fund 31606V708 548971.95560000 NS USD 52855019.89000000 2.372399566652 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity High Income Central Fund 31606V690 176607.55160000 NS USD 18077548.98000000 0.811411469630 Long EC RF US N 1 N N N CHICAGO BOARD OF TRADE N/A US 5YR NOTE (CBT) FUT JUN23 FVM3 N/A 155.00000000 NC USD 359336.89000000 0.016128849897 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UST NOTES UST NOTES 0% 06/30/2040 2023-06-30 16614374.05000000 USD 359336.89000000 N N N Fidelity Hanover Street Trust 13LNM41WRMGAYS9Y7N22 Fidelity Emerging Markets Debt Local Currency Central Fund 315808709 195102.57500000 NS USD 17381688.41000000 0.780177741629 Long EC RF US N 1 N N N Fidelity Garrison Street Trust GZF76QJ38YQDHAIO0Y79 Fidelity Money Market Central Fund 31635A402 67220479.67200000 NS USD 67213757.62000000 3.016892052687 Long EC RF US N 1 N N N Fidelity Oxford Street Trust II 549300OEP6Z1TBUGHH59 Fidelity Commodity Strategy Central Fund 316167303 234798.62370000 NS USD 22709722.88000000 1.019326770313 Long EC RF US N 1 N N N Fidelity Hanover Street Trust 13LNM41WRMGAYS9Y7N22 Fidelity Emerging Markets Debt Central Fund 315808600 617041.55300000 NS USD 4671004.56000000 0.209658216325 Long EC RF US N 1 N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 06/01/2023 912796ZG7 340000.00000000 PA USD 337471.60000000 0.015147425528 Long DBT UST US N 2 2023-06-01 Fixed 0.00000000 N N N N N N VANECK GOLD MINERS ETF/USA 54930031TORTKAM9TJ98 VanEck Gold Miners ETF 92189F106 359874.00000000 NS USD 11641923.90000000 0.522548194529 Long EC CORP US N 1 N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 04/20/2023 912796V48 250000.00000000 PA USD 249451.34000000 0.011196632829 Long DBT UST US N 2 2023-04-20 Fixed 0.00000000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 24435302.84400000 NS USD 24440189.90000000 1.096998847949 Long STIV RF US N 1 N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 04/06/2023 912796YN3 440000.00000000 PA USD 439830.69000000 0.019741817154 Long DBT UST US N 2 2023-04-06 Fixed 0.00000000 N N N N N N ICE FUTURES US N/A MSCI EAFE FUT JUN23 MFSM3 N/A 107.00000000 NC USD 472498.19000000 0.021208099127 N/A DE CORP US N 1 ICE FUTURES US N/A Long MSCI EAFE INDX(UN FOR FUTURES) EI09MXEA 2023-06-16 10743776.81000000 USD 472498.19000000 N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 05/04/2023 912796YW3 1530000.00000000 PA USD 1523914.79000000 0.068400972981 Long DBT UST US N 2 2023-05-04 Fixed 0.00000000 N N N N N N ICE FUTURES US N/A MSCI EMGMKT FUT JUN23 MESM3 N/A 76.00000000 NC USD 135697.87000000 0.006090804026 N/A DE CORP US N 1 ICE FUTURES US N/A Long MSCI EMERGING MARKETS INDEX MXEF 2023-06-16 3647202.13000000 USD 135697.87000000 N N N Fidelity Central Investment Portfolios LLC S2V1M15I679NQK6BNY65 Fidelity Emerging Markets Equity Central Fund 31606V682 610876.90500000 NS USD 117667109.44000000 5.281492657190 Long EC RF US N 1 N N N Fidelity Central Investment Portfolios II LLC 0VPAEPVECBYQ0ULYZJ60 Fidelity Investment Grade Bond Central Fund 31606V500 9363141.52710000 NS USD 926951011.18000000 41.60623119257 Long EC RF US N 1 N N N ISHARES TR 549300G3FWQPUM47D181 iShares 20+ Year Treasury Bond ETF 464287432 107623.00000000 NS USD 11447858.51000000 0.513837562160 Long EC RF US N 1 N N N UST BILLS 254900HROIFWPRGM1V77 UST BILLS 0% 06/08/2023 912796ZP7 8350000.00000000 PA USD 8280213.12000000 0.371657679035 Long DBT UST US N 2 2023-06-08 Fixed 0.00000000 N N N N N N 2023-04-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer